as the name suggests, the "sticky keys" means that the ctrl, alt and shift key will behave as depressed if you hit 'em once and back to normal if done again. Its more of an annoyance except if you happen to be one handed that too with a single finger that you'll need this.
What it actually does is that instead of usual press and hold thing you press the ctrl, alt or shift key once to activate the "special" function (there's no need to keep the keys depressed, ofcourse)